Cisco Systems Correlations

CSCO Stock

USD 76.24 0.14 0.18%

The current 90-days correlation between Cisco Systems and Neuberger Berman Small is 0.1 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Cisco Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cisco Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Cisco Systems Correlation With Market

Modest diversification

The correlation between Cisco Systems and DJI is 0.23 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cisco Systems and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Cisco Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Cisco Systems. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.

To learn how to invest in Cisco Stock, please use our How to Invest in Cisco Systems guide.

Moving together with Cisco Stock

0.75	XOM	Exxon Mobil Corp	Pair Corr
0.69	AA	Alcoa Corp	Pair Corr
0.77	MMM	3M Company	Pair Corr
0.78	MRK	Merck Company Aggressive Push	Pair Corr
0.69	KO	Coca Cola Aggressive Push	Pair Corr
0.82	JNJ	Johnson Johnson	Pair Corr
0.79	CAT	Caterpillar	Pair Corr

Moving against Cisco Stock

0.77	DIS	Walt Disney	Pair Corr
0.75	HD	Home Depot	Pair Corr
0.51	VZ	Verizon Communications	Pair Corr

Related Correlations Analysis

	NSRSX	SSUMY	BZH	VMNFX	VRRM	SIGI	NSNCX	VMNIX	STC	PIUTQ
NSRSX		0.55	-0.35	0.0	-0.19	-0.05	0.99	0.0	-0.28	0.0	NSRSX
SSUMY	0.55		-0.6	0.47	-0.52	-0.11	0.52	0.48	0.02	0.0	SSUMY
BZH	-0.35	-0.6		-0.38	0.72	0.06	-0.31	-0.38	0.44	0.0	BZH
VMNFX	0.0	0.47	-0.38		-0.52	-0.54	-0.03	1.0	0.37	0.0	VMNFX
VRRM	-0.19	-0.52	0.72	-0.52		0.24	-0.17	-0.52	0.22	0.0	VRRM
SIGI	-0.05	-0.11	0.06	-0.54	0.24		-0.04	-0.54	-0.2	0.0	SIGI
NSNCX	0.99	0.52	-0.31	-0.03	-0.17	-0.04		-0.03	-0.29	0.0	NSNCX
VMNIX	0.0	0.48	-0.38	1.0	-0.52	-0.54	-0.03		0.37	0.0	VMNIX
STC	-0.28	0.02	0.44	0.37	0.22	-0.2	-0.29	0.37		0.0	STC
PIUTQ	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		PIUTQ
	NSRSX	SSUMY	BZH	VMNFX	VRRM	SIGI	NSNCX	VMNIX	STC	PIUTQ

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

VMNIX	+ 1.0	VMNFX
NSNCX	+ 0.99	NSRSX
VRRM	+ 0.72	BZH
SSUMY	+ 0.55	NSRSX
NSNCX	+ 0.52	SSUMY
VMNIX	+ 0.48	SSUMY

High negative correlations

BZH	- 0.6	SSUMY
VMNIX	- 0.54	SIGI
SIGI	- 0.54	VMNFX
VMNIX	- 0.52	VRRM
VRRM	- 0.52	VMNFX
VRRM	- 0.52	SSUMY

Risk-Adjusted Indicators

There is a big difference between Cisco Stock performing well and Cisco Systems Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Cisco Systems' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
NSRSX	1.18	0.09	0.06	0.08	1.54	(1.20)	2.53	(2.70)	8.18
SSUMY	1.04	0.15	0.10	0.25	1.25	(1.16)	2.66	(2.10)	6.37
BZH	1.55	(0.29)	0.00	(0.18)	0.00	0.00	2.62	(3.19)	13.51
VMNFX	0.37	0.05	0.06	0.81	0.36	(0.42)	0.72	(0.65)	1.93
VRRM	1.05	(0.30)	0.00	(0.52)	0.00	0.00	2.20	(2.27)	8.22
SIGI	1.18	0.00	0.00	0.01	1.75	(1.10)	2.19	(2.41)	8.71
NSNCX	1.14	0.03	0.02	0.04	1.57	(1.13)	2.32	(2.70)	8.18
VMNIX	0.37	0.05	0.06	0.85	0.35	(0.43)	0.73	(0.65)	2.01
STC	1.43	0.06	0.03	0.10	1.68	(1.61)	2.92	(3.17)	9.26
PIUTQ	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

Cisco Systems Corporate Management

Bryan Jones	SVP Marketing	Profile
Kip Compton	Operations, Strategy	Profile
Oliver Tuszik	Executive Officer	Profile
Jacqueline Guichelaar	Japan, Pacific	Profile
Tadhg Bourke	Senior Communities	Profile
Deborah Stahlkopf	Executive Officer	Profile
Ambika Kapur	Senior Success	Profile

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